Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Trends and random walks in macroeconmic time series

1982 • 4,673 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Martingale Limit Theory and its Application.

1984 • 2,982 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

The Statistical Implications of a System of Simultaneous Equations

1943 • 970 citations

Limiting Distributions of Least Squares Estimates of Unstable Autoregressive Processes

1988 • 649 citations

Testing for Unit Roots in Seasonal Time Series

1984 • 556 citations

The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case

1958 • 458 citations

Asymptotic Distribution of an Estimator of the Boundary Parameter of an Unstable Process

1978 • 91 citations

The Calculation of the Limiting Distribution of the Least Squares Estimator of the Parameter in a Random Walk Model

1981 • 54 citations